+63.8%
PYPL vs ECHO
+168.2%
-104.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.5% |
| 7D | -1.2% | +3.6% | -4.8% | -1.8% |
| 30D | +6.1% | +7.5% | -1.3% | +4.7% |
| 3M | +1.1% | +16.2% | -15.1% | -1.6% |
| 6M | +32.7% | -20.9% | +53.6% | +36.0% |
| YTD | +2.8% | -6.0% | +8.8% | +1.8% |
| 1Y | -10.8% | +43.4% | -54.1% | -17.3% |
| 3Y | +9.8% | +924.0% | -914.2% | -41.5% |
| 5Y | -70.2% | +249.6% | -319.9% | -79.2% |
| 10Y | +50.1% | +151.3% | -101.2% | +9.8% |
| All | +63.8% | +168.2% | -104.3% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ECHO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling